-37.1%
CAG vs ACM
-19.8%
-17.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | +1.0% | -12.9% | +13.9% | +1.5% |
| 3M | +17.4% | -6.4% | +23.7% | +17.5% |
| 6M | -16.8% | -29.2% | +12.4% | -15.6% |
| YTD | -6.8% | -29.9% | +23.2% | -5.5% |
| 1Y | -15.4% | -47.3% | +31.9% | -12.4% |
| 3Y | -37.1% | -19.6% | -17.5% | -39.6% |
| All | -37.1% | -19.8% | -17.3% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling